A characterization for the self-duality of proper cones

A characterization for the self-duality of proper cones

In this paper, we provide a necessary and sufficient condition for a proper subdual cone to be self-dual. As an application of this, we illustrate self-duality of proper cones that occur naturally in the theory of optimization.

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Veröffentlicht in:Positivity : an international journal devoted to the theory and applications of positivity in analysis 2023-02, Vol.27 (1), p.11, Article 11
Hauptverfasser: Gokulraj, S., Chandrashekaran, A.
Format: Artikel
Sprache:eng
Schlagworte:
Calculus of Variations and Optimal Control
Optimization
Cones
Control theory
Econometrics
Fourier Analysis
Game theory
Mathematical programming
Mathematics
Mathematics and Statistics
Operator Theory
Optimization
Potential Theory
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Zusammenfassung:In this paper, we provide a necessary and sufficient condition for a proper subdual cone to be self-dual. As an application of this, we illustrate self-duality of proper cones that occur naturally in the theory of optimization.
ISSN:1385-1292
1572-9281
DOI:10.1007/s11117-022-00964-4